Weighted Portfolio Selection Models Based on Possibility Theory-Reference-Cited by-同舟云学术

Weighted Portfolio Selection Models Based on Possibility Theory

Published:2009-06 Issue:2 Volume:1 Page:115-127
ISSN:1616-8658
Container-title:Fuzzy Information and Engineering
language:en
Short-container-title:Fuzzy Information and Engineering

Author:

Chen Wei¹

Affiliation:

1. School of Information, Capital University of Economics and Business, Beijing 100070, P.R. China

Publisher

Informa UK Limited

Subject

Applied Mathematics,Artificial Intelligence,Industrial and Manufacturing Engineering,Management Science and Operations Research,Logic,Information Systems,Control and Systems Engineering,Theoretical Computer Science

Link

https://www.tandfonline.com/doi/pdf/10.1007/s12543-009-0010-4

Reference32 articles.

1. Portfolio Selection

2. Markowitz H (1959) Portfolio selection: Efficient Diversification of Investments. Wiley, New York

3. Sharpe WF (1970) Portfolio theory and capital markets. McGraw-Hill, New York

4. An Analytic Derivation of the Efficient Portfolio Frontier

5. Large-Scale Portfolio Optimization

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